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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"The review of economics and statistics"
~source:"econis"
~subject:"Bayes-Statistik"
~subject:"Capital income"
~subject:"Estimation"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayes-Statistik
Capital income
Estimation
Statistical distribution
Estimation theory
460
Schätztheorie
460
Theorie
362
Theory
362
USA
61
United States
61
Time series analysis
53
Zeitreihenanalyse
53
Statistical theory
51
Statistische Methodenlehre
51
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
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37
Probability theory
21
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Regressionsanalyse
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Instrumental variables
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Statistischer Test
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Method of moments
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10
Volatilität
10
Bootstrap approach
9
Bootstrap-Verfahren
9
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9
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9
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Article in journal
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56
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English
56
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Li, Jia
3
Davidson, Russell
2
Duclos, Jean-Yves
2
Maddala, Gangadharrao S.
2
Uhlig, Harald
2
Abadie, Alberto
1
Aliber, Michael
1
Angelo, Mele
1
Ashenfelter, Orley
1
Bai, Jushan
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Bandi, Federico M.
1
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1
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1
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1
Blundell, Richard W.
1
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1
Caetano, Carolina
1
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1
Canjels, Eugene
1
Card, David E.
1
Chavas, Jean-Paul
1
Chen, Xiaohong
1
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1
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1
Cox, Thomas Lee
1
Dueker, Michael
1
Engle, Robert F.
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Grosskopf, Shawna
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
The review of economics and statistics
Journal of econometrics
379
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
195
Economics letters
155
Econometric reviews
97
Economic modelling
71
Applied economics letters
65
Econometric theory
63
Insurance / Mathematics & economics
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
The econometrics journal
54
Journal of the American Statistical Association : JASA
52
Journal of applied econometrics
51
Applied economics
49
Journal of empirical finance
48
International journal of forecasting
47
Econometrics : open access journal
45
Journal of banking & finance
42
Quantitative economics : QE ; journal of the Econometric Society
42
Computational economics
40
European journal of operational research : EJOR
40
Journal of forecasting
39
Finance research letters
36
Statistics in transition : an international journal of the Polish Statistical Association
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Journal of financial econometrics
31
Journal of risk and financial management : JRFM
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
30
Journal of economic dynamics & control
29
Quantitative finance
27
International journal of economics and financial issues : IJEFI
24
Energy economics
22
Journal of risk
22
Risks : open access journal
22
Journal of quantitative economics
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of mathematical finance
18
The European journal of finance
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ECONIS (ZBW)
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1
Reading the candlesticks : an OK estimator for volatility
Li, Jia
;
Wang, Dishen
;
Zhang, Qiushi
- In:
The review of economics and statistics
106
(
2024
)
4
,
pp. 1114-1128
Persistent link: https://www.econbiz.de/10015046594
Saved in:
2
Estimation of peer effects in endogenous social networks : Control function approach
Johnsson, Ida
;
Moon, Hyungsik Roger
- In:
The review of economics and statistics
103
(
2021
)
2
,
pp. 328-345
Persistent link: https://www.econbiz.de/10012649785
Saved in:
3
A new regression-based tail index estimator
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
The review of economics and statistics
101
(
2019
)
4
,
pp. 667-680
Persistent link: https://www.econbiz.de/10012116628
Saved in:
4
Endogenous stratification in randomized experiments
Abadie, Alberto
;
Chingos, Matthew M.
;
West, Martin R.
- In:
The review of economics and statistics
100
(
2018
)
4
,
pp. 567-580
Persistent link: https://www.econbiz.de/10011959654
Saved in:
5
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
6
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
7
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
8
Nonparametric stochastic discount factor decomposition
Christensen, Timothy M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1501-1536
Persistent link: https://www.econbiz.de/10011791592
Saved in:
9
A structural model of dense network formation
Angelo, Mele
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 825-850
Persistent link: https://www.econbiz.de/10011778815
Saved in:
10
Randomization tests under an approximate symmetry assumption
Canay, Ivan A.
;
Romano, Joseph P.
;
Shaikh, Azeem M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 1013-1030
Persistent link: https://www.econbiz.de/10011778838
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